| Article ID: | iaor20106367 |
| Volume: | 47 |
| Issue: | 2 |
| Start Page Number: | 237 |
| End Page Number: | 255 |
| Publication Date: | Oct 2010 |
| Journal: | Computational Optimization and Applications |
| Authors: | Wei Zengxin, Yuan Gonglin |
| Keywords: | programming: convex |
A modified Broyden–Fletcher–Goldfarb–Shanno (BFGS) method is proposed for unconstrained optimization. The global convergence and the superlinear convergence of the convex functions are established under suitable assumptions. Numerical results show that this method is interesting.